org.jquantlib.model.marketmodels

Class MarketModelEvolver

java.lang.Object

org.jquantlib.model.marketmodels.MarketModelEvolver

public abstract class MarketModelEvolver
extends java.lang.Object

Market-model evolver

Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next.

Constructor Summary

Constructors

Constructor and Description
MarketModelEvolver()

Method Summary

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MarketModelEvolver

public MarketModelEvolver()